+566.8%
CIEN vs IR
+10.0%
+556.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.4% |
| 7D | -15.2% | -2.8% | -12.4% | -13.8% |
| 30D | -21.5% | -15.1% | -6.3% | -13.9% |
| 3M | -40.1% | +6.1% | -46.1% | -42.9% |
| 6M | -6.6% | -16.8% | +10.2% | +3.0% |
| YTD | +37.3% | -3.5% | +40.8% | +35.1% |
| 1Y | +174.5% | -3.5% | +178.0% | +169.9% |
| All | +566.8% | +10.0% | +556.8% | +511.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling